Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDOAX (INTECH U.S. CORE FUND CLASS A) | NA | -4.08% | 2.21% | 11.03% | 5.57% | NA | NA | … | … |
Data as of 06/23/2017, Common starting date is 01/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDOAX (INTECH U.S. CORE FUND CLASS A) | 01/26/2005 | 06/23/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -18.36 | -4.08 | 2.21 | 11.03 | 5.57 | NA | NA | … | … | -8.65 | 8.31 | 1.42 | 13.39 | 34.78 | 14.53 | 4.85 | 16.08 | 22.79 | -35.92 | 6.50 | 11.44 | 3.24 |
| Sharpe Ratio | NA | -0.16 | 0.09 | 0.52 | 0.21 | NA | NA | … | … | -0.58 | 0.62 | 0.09 | 1.10 | 2.94 | 1.14 | 0.20 | 0.87 | 0.85 | -0.90 | 0.22 | 0.77 | 0.08 |
| Standard Deviation(%) | NA | 27.48 | 21.58 | 20.18 | 24.98 | NA | NA | … | … | 30.44 | 13.12 | 15.86 | 12.16 | 11.82 | 12.76 | 23.73 | 18.33 | 26.67 | 40.67 | 15.97 | 10.64 | 15.11 |
| Draw Down(%) | NA | 18.95 | 18.95 | 18.95 | 53.18 | NA | NA | … | … | 18.95 | 11.11 | 11.71 | 8.09 | 6.68 | 9.24 | 19.12 | 14.89 | 27.52 | 47.36 | 10.03 | 8.17 | 11.10 |
| Yield(%) | 0.00 | 3.64 | 9.52 | 10.04 | 5.54 | 4.44 | 3.33 | … | … | 0.00 | 3.82 | 15.37 | 11.58 | 5.53 | 1.42 | 0.96 | 0.81 | 1.70 | 1.26 | 4.40 | 0.63 | 0.00 |
Data as of 06/23/2017, Common starting date is 01/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDOAX (INTECH U.S. CORE FUND CLASS A) |
-15.56%
Feb 2006 – Feb 2009 |
-3.39%
Aug 2005 – Aug 2010 |
5.84%
Sep 2005 – Sep 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDOAX (INTECH U.S. CORE FUND CLASS A) |
25.61%
Feb 2009 – Feb 2012 |
23.66%
Feb 2009 – Feb 2014 |
7.78%
Jul 2006 – Jul 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart